daba, Desa; girma, Sourafel Major Advisor (Prof.); legesse, Belaineh Co- Advisor (PhD)
(Haramaya university, 2016-11)
This thesis provides a robust analysis of volatility forecasting of Euro-ETB exchange rate
using weekly data spanning the period January 3, 2000 to December 2, 2015.The forecasting
performance of various GARCH-type models ...